+1,150.0%
URI vs VFC
-68.0%
+1,218.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.7% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | -12.9% | -11.6% | -1.3% | -8.8% |
| 3M | -6.7% | -18.1% | +11.4% | -0.9% |
| 6M | +19.0% | -27.4% | +46.3% | +30.8% |
| YTD | +25.5% | -24.8% | +50.4% | +35.1% |
| 1Y | +5.5% | -8.2% | +13.7% | +2.8% |
| 3Y | +111.3% | -29.1% | +140.4% | +89.3% |
| 5Y | +198.6% | -79.2% | +277.7% | +461.8% |
| All | +1,150.0% | -68.0% | +1,218.0% | +1,840.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling